BNP Paribas Call 460 Orsted A/S 2.../  DE000PC9RY27  /

EUWAX
2024-06-21  9:58:16 AM Chg.+0.010 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.470EUR +2.17% -
Bid Size: -
-
Ask Size: -
- 460.00 DKK 2025-03-21 Call
 

Master data

WKN: PC9RY2
Issuer: BNP PARIBAS
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 460.00 DKK
Maturity: 2025-03-21
Issue date: 2024-05-14
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.03
Leverage: Yes

Calculated values

Fair value: 0.69
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.55
Parity: -0.99
Time value: 0.47
Break-even: 66.37
Moneyness: 0.84
Premium: 0.28
Premium p.a.: 0.39
Spread abs.: 0.01
Spread %: 2.17%
Delta: 0.41
Theta: -0.02
Omega: 4.57
Rho: 0.13
 

Quote data

Open: 0.470
High: 0.470
Low: 0.470
Previous Close: 0.460
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.08%
1 Month
  -27.69%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.480 0.430
1M High / 1M Low: 0.690 0.430
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.460
Avg. volume 1W:   0.000
Avg. price 1M:   0.572
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   119.65%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -